Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.99% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,433 CHF | 100,423 CHF | 98.15% | 98.15% |
19/11/2024 | 1.01% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,131 CHF | 100,136 CHF | 93.72% | 93.72% |
18/11/2024 | 1.00% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,502 CHF | 100,501 CHF | 71.24% | 71.24% |
15/11/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,056 CHF | 101,060 CHF | 88.34% | 88.34% |
14/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,986 CHF | 100,983 CHF | 63.18% | 63.18% |
13/11/2024 | 0.99% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,852 CHF | 100,847 CHF | 75.76% | 75.76% |
12/11/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,871 CHF | 100,875 CHF | 51.29% | 51.29% |
11/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,164 CHF | 101,166 CHF | 61.68% | 61.68% |
08/11/2024 | 1.00% | 99.75 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,910 CHF | 100,914 CHF | 86.87% | 86.87% |
07/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,425 CHF | 101,425 CHF | 99.16% | 99.16% |